-23.1%
BA vs FFIV
+39.3%
-62.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +2.9% | -0.6% |
| 7D | -0.1% | -14.2% | +14.1% | +5.3% |
| 30D | -9.1% | -33.6% | +24.5% | +3.9% |
| 3M | -28.2% | -24.2% | -4.0% | -22.4% |
| 6M | -23.1% | -8.3% | -14.8% | -24.0% |
| YTD | -20.6% | +22.1% | -42.7% | -32.1% |
| 1Y | -12.7% | +26.5% | -39.2% | -26.9% |
| 3Y | -11.6% | +102.3% | -113.9% | -45.0% |
| 5Y | -23.1% | +40.6% | -63.8% | -45.2% |
| All | -23.1% | +39.3% | -62.5% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling